17:59 fernape 

math/dynare: update to 4.5.7

Bug fix release.

From ChangeLog: https://www.dynare.org/new-dynare-release/dynare-4.5.7-released

* The mex-file conducting the QZ decomposition erroneously applied the
  qz_criterium to the square absolute value of eigenvalues instead of
  the absolute value itself (as done in mjdgges.m and the AIM solver).

* In pathological cases, mode_compute=5 (newrat) might enter an infinite loop.

* discretionary_policy might erroneously state that the derivatives of the
  objective function are non-zero if there are NaN present.

* Dynare++, when conducting the QZ decomposition, erroneously applied the
  qz_criterium to the square absolute value of eigenvalues instead of the
  absolute value itself.

* Dynare++: IRFs were incorrectly computed.

* dynare_sensitivity did not display the figures of irf_calibration, it only
  stored them on the disk.

* Scatter plots generated by dynare_sensitivity did not correctly display
  LaTeX names.

* Parameter updating via steady state files did not correctly work in case
  of using [static]/[dynamic] equation tags.

* Memory leaks in k_order_pert (used by higher order stochastic simulations)
  could lead to crashes.

* Predetermined variables were not properly set when used in model local
  variables.

* Posterior moment computation did not correctly update the covariance matrix
  of exogenous shocks during posterior sampling.

* Dynare was crashing with a cryptic message if a non estimated parameter was
  initialized in the estimated_params_init block.

* The forecast command crashed if the model was declared as linear and
  contained deterministic exogenous variables.

* Block decomposition is broken when used in conjunction with varexo_det.

* The model was not correctly specified when identification was run without
  another stochastic command in the .mod file (e.g. estimation, stoch_simul,
etc.).

* Realtime annualized shock decompositions added the wrong steady state value.

* mh_recover option crashed when using slice sampler.

* x-axis values in plots of moment restrictions were wrong for autocovariances.

 

14:54 fernape 

math/dynare: update to 4.5.5

Approved by:	tcberner (mentor)
Differential Revision: https://reviews.freebsd.org/D15738

 

18:01 joneum 

math/dynare: Update from 4.5.1 to 4.5.3

This release is compatible with MATLAB versions 7.3 (R2006b) to 9.3 (R2017b)
and with GNU Octave versions 4.2.

Here is a list of the problems identified in version 4.5.1 and that have been
fixed in version 4.5.2:

 - Fixed bug in perfect foresight solver:

   + If expected shocks were declared after the terminal period, as specified
   by the `periods` option, Dynare was crashing.

   + Models declared with the `linear` option were crashing if exogenous
   variables were present with a lead or lag.

 - After ML or Bayesian estimation when the smoother option or `mh_replic=0`
   were not specified, not all smoothed measurement errors were displayed.

 - Fixed error in reference manual about the `conditional_forecasts` command.

 - Fixed smoother behaviour, provide informative error instead of crashing when
   model cannot be solved.

 - The `nopathchange` preprocessor option was always triggered, regardless of
   whether it was passed or not.

 - When `ramsey_policy` is used, allow state variables to be set in `histval`
   block.

 - `histval` erroneously accepted leads, leading to cryptic crashes.

 - The prior MC draws from previous runs were not deleted, potentially
   resulting in loading stale files.

 - `estim_params_` was being declared `global` more than once.

 - Fixed crashes happening when simulating linear models with order>1.

 - Make empirical moments independent of `simul_replic`, as stated in the
   reference manual, by outputting moments computed with the first simulated
   sample.

 - The `prior_function` required a preceding `estimation`-command to properly
   set up the prior.

 - If the mode for a parameter was at exactly 0, `mode_check` was crashing.

 - Fixed `get_posterior_parameters`-routine which should not do more than
   getting parameters. As a consequence, the `shock_decomposition`-command
   did not correctly set the `parameter_set` for use in subsequent function
   calls if shocks are correlated or measurement error is present.

 - Fixed bug in Ramsey problem with constraints both on a policy instrument and
   another variable. Note that the constraint on a variable that is not an
   instrument of the Ramsey problem must be written with an equation tag in the
   model block.

 - Fixed bug in Ramsey problem with constraints on policy instrument.

 - Fixed crash with optimizer 5 when not used with DSGE model at order 1.

 - Fixed mex file used for third order approximation (was crashing on
   Matlab/Windows 7).

 - `isfile` routine was failing with MATLAB older than R2016b. This bug
did not affect Octave.

PR:		223430
Submitted by:	fernando.apesteguia@gmail.com (maintainer)
Approved by:	tcberner (mentor)
MFH:	2017Q4
Differential Revision:	https://reviews.freebsd.org/D13058

 

18:05 pi 

math/dynare: update 4.4.3 -> 4.5.1

PR:		221342
Relnotes:	https://forum.dynare.org/t/release-of-dynare-4-5-1/10431
Submitted by:	Fernando Apesteguia <fernando.apesteguia@gmail.com> (maintainer)

 

12:16 antoine 

- Do not package info/dir
- Allow staging as a regular user

 

13:52 wg 

math/dynare: update to 4.4.3

PR:		192407
Submitted by:	maintainer

 

06:55 rm 

- update to 4.2.4 [1]
- fix portlint error (*.info file in pkg-plist)
- fix whitespace in pkg-descr

PR:             164027 [1]
Submitted by:   Fernando <fernando.apesteguia at gmail dot com> (maintainer)

06:35 wen 

Dynare is a software platform for handling a wide class of
economic models, in particular dynamic stochastic general
equilibrium (DSGE) and overlapping generations (OLG) models.

WWW: http://www.dynare.org

PR:             ports/160153
Submitted by:   Fernando <fernando.apesteguia@gmail.com>